Tinn-R Editor José Cláudio Faria Philippe Grosjean Enio Galinkin Jelihovschi Ricardo Pietrobon Rmetrics Association R/Rmetrics eBook Series R/Rmetrics eBooks is a series of electronic books and user guides aimed at students and practitioner who use R/Rmetrics to analyze financial markets. A Discussion of Time Series Objects for R in Finance (2009) Diethelm Würtz, Yohan Chalabi, Andrew Ellis Portfolio Optimization with R/Rmetrics (2010), Diethelm Würtz, William Chen, Yohan Chalabi, Andrew Ellis Basic R for Finance (2010), Diethelm Würtz, Yohan Chalabi, Longhow Lam, Andrew Ellis Early Bird Edition Financial Market Data for R/Rmetrics (2010) Diethelm Würtz, Andrew Ellis, Yohan Chalabi Early Bird Edition Indian Financial Market Data for R/Rmetrics (2010) Diethelm Würtz, Mahendra Mehta, Andrew Ellis, Yohan Chalabi R/Rmetrics Workshop Singapore 2010 (2010) Diethelm Würtz, Mahendra Mehta, David Scott, Juri Hinz Tinn-R Editor (2010 1 ed., 2011 2 ed.) José Cláudio Faria, Philippe Grosjean, Enio Galinkin Jelihovschi, Ricardo Pietrobon Asian Option Pricing with R/Rmetrics (2010) Diethelm Würtz TINN-R EDITOR JOSÉ CLÁUDIO FARIA PHILIPPE GROSJEAN ENIO GALINKIN JELIHOVSCHI RICARDO PIETROBON RMETRICS ASSOCIATION Series Editors: Prof. Dr. Diethelm Würtz Dr. Martin Hanf Institute of Theoretical Physics and Finance Online GmbH Curriculum for Computational Science Zeltweg 7 Swiss Federal Institute of Technology 8032 Zurich Hönggerberg, HIT G 32.3 8093 Zurich Contact Address: Publisher: Rmetrics Association Rmetrics Association Zeltweg 7 Zeltweg 7 8032 Zurich 8032 Zurich
[email protected] Authors: José Cláudio Faria Philippe Grosjean Enio Galinkin Jelihovschi Cover Page: Ricardo Pietrobon Camila de Godoy Teixeira ISBN: 978-3-906041-07-0 © 2010, Tinn-R for the eBook content, and Rmetrics Association, Zurich, for the the layout.